Error Decay of (almost) Consistent Signal Estimations from Quantized Gaussian Random Projections

MaRDI QIDQ2976682zbMATH OpenFDO

Authors Laurent Jacques

Publication date 28 April 2017

Full work available at URL https://arxiv.org/abs/1406.0022

Mathematics Subject Classification ID

Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: This paper provides new error bounds on "consistent" reconstruction methods for signals observed from quantized random projections. Those signal estimation techniques guarantee a perfect matching between the available quantized data and a new observation of the estimated signal under the same sensing model. Focusing on dithered uniform scalar quantization of resolution $delta>0$, we prove first that, given a Gaussian random frame of $mathbb{R}^N$ with $M$ vectors, the worst-case $el{l}_2$-error of consistent signal reconstruction decays with high probability as $O(fracNMlogfracMsqrtN)$ uniformly for all signals of the unit ball $mathbb{B}^{N}subsetmathbb{R}^N$. Up to a log factor, this matches a known lower bound in $Omega(N/M)$ and former empirical validations in $O(N/M)$. Equivalently, if $M$ exceeds a minimal number of frame coefficients growing like $O(fracNepsilo{n}_{0}logfracsqrtNepsilo{n}_0)$, any vectors in $mathbb{B}^N$ with $M$ identical quantized projections are at most $epsilo{n}_0$ apart with high probability. Second, in the context of Quantized Compressed Sensing with $M$ Gaussian random measurements and under the same scalar quantization scheme, consistent reconstructions of $K$-sparse signals of $mathbb{R}^N$ have a worst-case error that decreases with high probability as $O(fracKMlogfracMNsqrt{K}^3)$ uniformly for all such signals. Finally, we show that the proximity of vectors whose quantized random projections are only approximately consistent can still be bounded with high probability. A certain level of corruption is thus allowed in the quantization process, up to the appearance of a systematic bias in the reconstruction error of (almost) consistent signal estimates.

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Cited in

(5)

• Quantized compressed sensing: a survey
• Time for dithering: fast and quantized random embeddings via the restricted isometry property
• Gaussian Approximation of Quantization Error for Estimation From Compressed Data
• Endpoint results for Fourier integral operators on noncompact symmetric spaces
• Iteratively consistent one-bit phase retrieval

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